On the Treatment of Autocorrelated Errors in the Multiperiod Prediction of Dynamic Simultaneous Equation Models
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Bibliographic InfoArticle provided by Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association in its journal International Economic Review.
Volume (Year): 21 (1980)
Issue (Month): 3 (October)
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- Helmut Lütkepohl, 2010.
"Forecasting Aggregated Time Series Variables: A Survey,"
OECD Journal: Journal of Business Cycle Measurement and Analysis,
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- Calzolari, Giorgio, 1987.
"La varianza delle previsioni nei modelli econometrici
[Forecast variance in econometric models]," MPRA Paper 23866, University Library of Munich, Germany.
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